# -*- mode: snippet -*-
# name: Generate p*n data
# key: genepn
# --
## Generate X: p*n
Z = matrix( rnorm(p*n, 0, 1), nrow = p, ncol = n)
cholSigma = chol(Sigma)
# t(cholSigma) %*% cholSigma -> testSigma
X = t(cholSigma)%*%Z
Sample2 = EstSample(t(X))
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